Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-17 00:00:00+00:00 0.554482 0.621214 0.696126 0.787121 0.895578 1.021877 1.181821
2024-11-24 00:00:00+00:00 0.472217 0.554296 0.652839 0.781841 0.949312 1.163859 1.467275
2024-12-01 00:00:00+00:00 0.402323 0.487680 0.595105 0.743596 0.949234 1.233337 1.673974
2024-12-08 00:00:00+00:00 0.352001 0.437584 0.549407 0.711002 0.947309 1.296068 1.884754
2024-12-15 00:00:00+00:00 0.327497 0.417380 0.539298 0.723675 1.009202 1.462073 2.304239
2024-12-22 00:00:00+00:00 0.311972 0.406974 0.540487 0.751512 1.097583 1.689119 2.912271
2024-12-29 00:00:00+00:00 0.294475 0.391623 0.532258 0.763072 1.161123 1.889443 3.557044
2025-01-05 00:00:00+00:00 0.278402 0.376532 0.522347 0.769904 1.217068 2.090068 4.304408
2025-01-12 00:00:00+00:00 0.261634 0.358774 0.506268 0.763903 1.248165 2.249517 5.043875
2025-01-19 00:00:00+00:00 0.241373 0.334076 0.476906 0.731304 1.222926 2.282106 5.455962
2025-01-26 00:00:00+00:00 0.231600 0.324723 0.471167 0.739321 1.278695 2.513627 6.646500
2025-02-02 00:00:00+00:00 0.223392 0.317120 0.467454 0.750283 1.342377 2.785650 8.235644
2025-02-09 00:00:00+00:00 0.212090 0.304174 0.454314 0.743290 1.369365 2.982347 9.803960
2025-02-16 00:00:00+00:00 0.203007 0.294175 0.445325 0.743152 1.412012 3.241252 12.051654
2025-02-23 00:00:00+00:00 0.189620 0.276266 0.421178 0.710283 1.372198 3.242792 12.956519
2025-03-02 00:00:00+00:00 0.177977 0.260623 0.399993 0.681340 1.337511 3.252092 13.981567
2025-03-09 00:00:00+00:00 0.173460 0.256641 0.399295 0.694343 1.409542 3.644075 18.542737
2025-03-16 00:00:00+00:00 0.171177 0.256245 0.404963 0.721312 1.523926 4.251262 27.289743
2025-03-23 00:00:00+00:00 0.166953 0.252213 0.403532 0.732677 1.599261 4.760260 38.173983
2025-03-30 00:00:00+00:00 0.162440 0.247395 0.400219 0.739418 1.663429 5.269396 53.720611
2025-04-06 00:00:00+00:00 0.156804 0.240279 0.391980 0.733922 1.690367 5.630129 71.249780
2025-04-13 00:00:00+00:00 0.148686 0.228356 0.373693 0.703181 1.634019 5.548651 76.808552
2025-04-20 00:00:00+00:00 0.145324 0.224831 0.371662 0.710837 1.700993 6.166292 119.349174